Foundations of Control and Estimation Over Lossy Networks

This paper considers control and estimation problems where the sensor signals and the actuator signals are transmitted to various subsystems over a network. In contrast to traditional control and estimation problems, here the observation and control packets may be lost or delayed. The unreliability of the underlying communication network is modeled stochastically by assigning probabilities to the successful transmission of packets. This requires a novel theory which generalizes classical control/estimation paradigms. The paper offers the foundations of such a novel theory. The central contribution is to characterize the impact of the network reliability on the performance of the feedback loop. Specifically, it is shown that for network protocols where successful transmissions of packets is acknowledged at the receiver (e.g., TCP-like protocols), there exists a critical threshold of network reliability (i.e., critical probabilities for the successful delivery of packets), below which the optimal controller fails to stabilize the system. Further, for these protocols, the separation principle holds and the optimal LQG controller is a linear function of the estimated state. In stark contrast, it is shown that when there is no acknowledgement of successful delivery of control packets (e.g., UDP-like protocols), the LQG optimal controller is in general nonlinear. Consequently, the separation principle does not hold in this circumstance